|
ROL
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| CROL::Algorithm< Real > | Provides an interface to run optimization algorithms |
| CROL::AlgorithmState< Real > | State for algorithm class. Will be used for restarts |
| ►CROL::BatchManager< Real > | |
| ►CROL::TeuchosBatchManager< Real, Ordinal > | |
| CH1VectorBatchManager< Real, Ordinal > | |
| CH1VectorBatchManager< Real, Ordinal > | |
| CH1VectorBatchManager< Real, Ordinal > | |
| CL2VectorBatchManager< Real, Ordinal > | |
| CL2VectorBatchManager< Real, Ordinal > | |
| CL2VectorBatchManager< Real, Ordinal > | |
| CROL::StdTeuchosBatchManager< Real, Ordinal > | |
| ►CBinaryFunction | |
| CROL::BinaryConstraint< Real >::BoundsCheck | |
| CROL::BoundConstraint< Real >::Active | |
| CROL::BoundConstraint< Real >::LowerBinding | |
| CROL::BoundConstraint< Real >::PruneBinding | |
| CROL::BoundConstraint< Real >::UpperBinding | |
| CROL::InteriorPointPenalty< Real >::Mask | |
| CROL::InteriorPointPenalty< Real >::ModifiedDivide | |
| CROL::PrimalDualInteriorPointResidual< Real >::InFill | |
| CROL::PrimalDualInteriorPointResidual< Real >::SafeDivide | |
| CROL::PrimalDualInteriorPointResidual< Real >::SetZeros | |
| ►CROL::BoundConstraint< Real > | Provides the interface to apply upper and lower bound constraints |
| CBoundConstraint_BurgersControl< Real > | |
| CH1BoundConstraint< Real > | |
| CH1BoundConstraint< Real > | |
| CH1BoundConstraint< Real > | |
| CH1BoundConstraint< Real > | |
| CL2BoundConstraint< Real > | |
| CL2BoundConstraint< Real > | |
| CL2BoundConstraint< Real > | |
| CL2BoundConstraint< Real > | |
| CROL::BoundConstraint_Partitioned< Real > | A composite composite BoundConstraint formed from bound constraints on subvectors of a PartitionedVector |
| CROL::BoundConstraint_SimOpt< Real > | |
| CROL::RiskBoundConstraint< Real > | |
| CROL::StdBoundConstraint< Real > | |
| ►CROL::Bundle< Real > | Provides the interface for and implements a bundle |
| CROL::Bundle_AS< Real > | Provides the interface for and implements an active set bundle |
| CROL::Bundle_TT< Real > | Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996) |
| CBurgersFEM< Real > | |
| CROL::Constraints< Real > | |
| ►CROL::Distribution< Real > | |
| CROL::Arcsine< Real > | |
| CROL::Beta< Real > | |
| CROL::Cauchy< Real > | |
| CROL::Dirac< Real > | |
| CROL::Exponential< Real > | |
| CROL::Gamma< Real > | |
| CROL::Gaussian< Real > | |
| CROL::Kumaraswamy< Real > | |
| CROL::Laplace< Real > | |
| CROL::Logistic< Real > | |
| CROL::Parabolic< Real > | |
| CROL::RaisedCosine< Real > | |
| CROL::Smale< Real > | |
| CROL::Triangle< Real > | |
| CROL::TruncatedExponential< Real > | |
| CROL::TruncatedGaussian< Real > | |
| CROL::Uniform< Real > | |
| ►CROL::EqualityConstraint< Real > | Defines the equality constraint operator interface |
| CNormalization_Constraint< Real > | |
| CNormalization_Constraint< Real > | |
| CROL::BinaryConstraint< Real > | Implements an equality constraint function that evaluates to zero on the surface of a bounded parallelpiped and is positive in the interior |
| CROL::CompositeConstraint< Real > | Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable |
| CROL::EqualityConstraint_Partitioned< Real > | Allows composition of equality constraints |
| ►CROL::EqualityConstraint_SimOpt< Real > | Defines the equality constraint operator interface for simulation-based optimization |
| CDiffusionEqualityConstraint< Real > | |
| CEqualityConstraint_BurgersControl< Real > | |
| CEqualityConstraint_BurgersControl< Real > | |
| CEqualityConstraint_BurgersControl< Real > | |
| CEqualityConstraint_BurgersControl< Real > | |
| CEqualityConstraint_BurgersControl< Real > | |
| CEqualityConstraint_BurgersControl< Real > | |
| CEqualityConstraint_BurgersControl< Real > | |
| CEqualityConstraint_BurgersControl< Real > | |
| CredConstraint< Real > | |
| CROL::CompositeEqualityConstraint_SimOpt< Real > | Defines a composite equality constraint operator interface for simulation-based optimization |
| CROL::ParametrizedEqualityConstraint_SimOpt< Real > | |
| CvalConstraint< Real > | |
| CROL::EqualityConstraint_State< Real > | |
| ►CROL::InequalityConstraint< Real > | Provides a unique argument for inequality constraints, which otherwise behave exactly as equality constraints |
| CROL::BoundInequalityConstraint< Real > | Provides an implementation for bound inequality constraints |
| CROL::LowerBoundInequalityConstraint< Real > | Provides an implementation for lower bound inequality constraints |
| CROL::StdInequalityConstraint< Real > | Provides a unique argument for inequality constraints using std::vector types, which otherwise behave exactly as equality constraints |
| CROL::UpperBoundInequalityConstraint< Real > | Provides an implementation for upper bound inequality constraints |
| CROL::ZOO::InequalityConstraint_HS24< Real > | |
| CROL::ZOO::InequalityConstraint_HS29< Real > | |
| CROL::ZOO::InequalityConstraint_HS32< Real > | |
| CROL::InteriorPoint::CompositeConstraint< Real > | Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable |
| CROL::InteriorPoint::PrimalDualResidual< Real > | Express the Primal-Dual Interior Point gradient as an equality constraint |
| CROL::InteriorPoint::PrimalDualResidual< Real > | Express the Primal-Dual Interior Point gradient as an equality constraint |
| CROL::LinearEqualityConstraint< Real > | Provides the interface to evaluate linear equality constraints |
| ►CROL::ParametrizedEqualityConstraint< Real > | |
| CROL::ParametrizedEqualityConstraint_SimOpt< Real > | |
| CROL::PrimalDualInteriorPointResidual< Real > | Symmetrized form of the KKT operator for the Type-EB problem with equality and bound multipliers |
| CROL::PrimalDualInteriorPointResidual< Real > | Symmetrized form of the KKT operator for the Type-EB problem with equality and bound multipliers |
| CROL::Reduced_EqualityConstraint_SimOpt< Real > | |
| CROL::RiskLessEqualityConstraint< Real > | |
| CROL::ScalarLinearEqualityConstraint< Real > | This equality constraint defines an affine hyperplane |
| CROL::SimulatedEqualityConstraint< Real > | |
| ►CROL::StdEqualityConstraint< Real > | Defines the equality constraint operator interface for StdVectors |
| CROL::StdInequalityConstraint< Real > | Provides a unique argument for inequality constraints using std::vector types, which otherwise behave exactly as equality constraints |
| CROL::ZOO::EqualityConstraint_HS32< Real > | |
| CROL::ZOO::EqualityConstraint_HS39a< Real > | |
| CROL::ZOO::EqualityConstraint_HS39b< Real > | |
| CROL::ZOO::EqualityConstraint_ParaboloidCircle< Real, XPrim, XDual, CPrim, CDual > | Equality constraint c(x,y) = (x-2)^2 + y^2 - 1 |
| CROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual > | Equality constraints c_i(x) = 0, where: c1(x) = x1^2+x2^2+x3^2+x4^2+x5^2 - 10 c2(x) = x2*x3-5*x4*x5 c3(x) = x1^3 + x2^3 + 1 |
| CExample_Objective< Real > | Objective function: \[f(x) = exp(x_1 x_2 x_3 x_4 x_5) + \frac{1}{2}*(x_1^3+x_2^3+1)^2 \] |
| ►CExceptionBase | |
| CROL::Exception::NotImplemented | |
| CFEM< Real > | |
| CFiniteDifference< Real > | |
| CFunctionZakharov< ScalarT > | |
| CFunctionZakharov< GradType > | |
| CFunctionZakharov< HessVecType > | |
| CFunctionZakharov< Real > | |
| ►CInnerProductMatrix< Real > | |
| CInnerProductMatrixSolver< Real > | This class adds a solve method |
| ►CROL::Krylov< Real > | Provides definitions for Krylov solvers |
| CROL::ConjugateGradients< Real > | Provides definitions of the Conjugate Gradient solver |
| CROL::ConjugateResiduals< Real > | Provides definition of the Conjugate Residual solver |
| CROL::GMRES< Real > | Preconditioned GMRES solver |
| CLagrange< Real > | |
| CROL::Lanczos< Real > | Interface for computing the Lanczos vectors and approximate solutions to symmetric indefinite linear systems |
| ►CROL::LinearOperator< Real > | Provides the interface to apply a linear operator |
| CIdentity< Real > | |
| CIdentityOperator< Real > | |
| CROL::BlockOperator< Real > | Provides the interface to apply a block operator to a partitioned vector |
| ►CROL::BlockOperator2< Real > | Provides the interface to apply a 2x2 block operator to a partitioned vector |
| CROL::BlockOperator2Diagonal< Real > | Provides the interface to apply a 2x2 block diagonal operator to a partitioned vector |
| CROL::BlockOperator2Determinant< Real > | Provides the interface to the block determinant of a 2x2 block operator |
| CROL::BlockOperator2UnitLower< Real > | Provides the interface to apply a 2x2 block unit lower operator to a partitioned vector |
| CROL::BlockOperator2UnitUpper< Real > | Provides the interface to apply a 2x2 block unit upper operator to a partitioned vector |
| CROL::DiagonalOperator< Real > | Provides the interface to apply a diagonal operator which acts like elementwise multiplication when apply() is used and elementwise division when applyInverse() is used |
| CROL::DyadicOperator< Real > | Interface to apply a dyadic operator to a vector |
| CROL::HouseholderReflector< Real > | Provides the interface to create a Householder reflector operator, that when applied to a vector x, produces a vector parallel to y |
| CROL::IdentityOperator< Real > | Multiplication by unity |
| CROL::InteriorPoint::PrimalDualSymmetrizer< Real > | |
| CROL::InteriorPoint::PrimalDualSymmetrizer< Real > | |
| CROL::LinearOperatorFromEqualityConstraint< Real > | A simple wrapper which allows application of constraint Jacobians through the LinearOperator interface |
| CROL::LinearOperatorProduct< Real > | Provides the interface to the sequential application of linear operators. |
| CROL::LinearOperatorSum< Real > | Provides the interface to sum of linear operators applied to a vector |
| CROL::NewtonKrylovStep< Real >::HessianNK | |
| CROL::NewtonKrylovStep< Real >::PrecondNK | |
| CROL::NullOperator< Real > | Multiplication by zero |
| CROL::PrimalDualActiveSetStep< Real >::HessianPD | |
| CROL::PrimalDualActiveSetStep< Real >::PrecondPD | |
| CROL::PrimalDualInteriorPointBlock11< Real > | |
| CROL::PrimalDualInteriorPointBlock12< Real > | |
| CROL::PrimalDualInteriorPointBlock21< Real > | |
| CROL::PrimalDualInteriorPointBlock22< Real > | |
| CROL::ProjectedNewtonKrylovStep< Real >::HessianPNK | |
| CROL::ProjectedNewtonKrylovStep< Real >::PrecondPNK | |
| ►CROL::Secant< Real > | Provides interface for and implements limited-memory secant operators |
| CROL::BarzilaiBorwein< Real > | Provides definitions for Barzilai-Borwein operators |
| CROL::lBFGS< Real > | Provides definitions for limited-memory BFGS operators |
| CROL::lDFP< Real > | Provides definitions for limited-memory DFP operators |
| CROL::lSR1< Real > | Provides definitions for limited-memory SR1 operators |
| ►CROL::StdLinearOperator< Real > | Provides the std::vector implementation to apply a linear operator, which is a std::vector representation of column-stacked matrix |
| CROL::StdTridiagonalOperator< Real > | Provides the std::vector implementation to apply a linear operator, which encapsulates a tridiagonal matrix |
| CTridiagonalToeplitzOperator< Real > | |
| ►CROL::LineSearch< Real > | Provides interface for and implements line searches |
| CROL::BackTracking< Real > | Implements a simple back tracking line search |
| CROL::Bisection< Real > | Implements a bisection line search |
| CROL::Brents< Real > | Implements a Brent's method line search |
| CROL::CubicInterp< Real > | Implements cubic interpolation back tracking line search |
| CROL::GoldenSection< Real > | Implements a golden section line search |
| CROL::IterationScaling< Real > | Provides an implementation of iteration scaled line search |
| CROL::PathBasedTargetLevel< Real > | Provides an implementation of path-based target leve line search |
| CROL::ScalarMinimizationLineSearch< Real > | Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\) |
| ►CROL::MultiVector< Real > | Provides a container and operations on multiple ROL vectors for use with other Trilinos packages which require multivectors |
| CROL::MultiVectorDefault< Real > | Default implementation of the ROL::MultiVector container class |
| CNodalBasis< Real > | |
| ►CROL::Objective< Real > | Provides the interface to evaluate objective functions |
| CCLExactModel< Real > | |
| CCLTestObjective< Real > | |
| CNullObjective< Real > | |
| CObjective_BurgersControl< Real > | |
| CObjective_GrossPitaevskii< Real > | |
| CObjective_GrossPitaevskii< Real > | |
| CObjective_PoissonInversion< Real > | |
| ►CROL::AugmentedLagrangian< Real > | Provides the interface to evaluate the augmented Lagrangian |
| CROL::Reduced_AugmentedLagrangian_SimOpt< Real > | Provides the interface to evaluate the reduced SimOpt augmented Lagrangian |
| CROL::BPOEObjective< Real > | |
| CROL::CDFObjective< Real > | |
| CROL::CompositeObjective< Real > | Provides the interface to evaluate composite objective functions |
| CROL::HMCRObjective< Real > | |
| CROL::InteriorPoint::MeritFunction< Real > | |
| CROL::InteriorPoint::PenalizedObjective< Real > | |
| CROL::InteriorPointPenalty< Real > | Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements |
| CROL::LinearCombinationObjective< Real > | |
| CROL::LinearObjective< Real > | Provides the interface to evaluate linear objective functions |
| CROL::LogBarrierObjective< Real > | Log barrier objective for interior point methods |
| CROL::Minimax1< Real > | |
| CROL::Minimax2< Real > | |
| CROL::Minimax3< Real > | |
| CROL::MomentObjective< Real > | |
| CROL::MoreauYosidaPenalty< Real > | Provides the interface to evaluate the Moreau-Yosida penalty function |
| CROL::NonlinearLeastSquaresObjective< Real > | Provides the interface to evaluate nonlinear least squares objective functions |
| CROL::NonlinearLeastSquaresObjective_SimOpt< Real > | Provides the interface to evaluate nonlinear least squares objective functions |
| CROL::Objective_FSsolver< Real > | |
| ►CROL::Objective_SimOpt< Real > | Provides the interface to evaluate simulation-based objective functions |
| CDiffusionObjective< Real > | |
| CObjective_BurgersControl< Real > | |
| CObjective_BurgersControl< Real > | |
| CObjective_BurgersControl< Real > | |
| CObjective_BurgersControl< Real > | |
| CObjective_BurgersControl< Real > | |
| CObjective_BurgersControl< Real > | |
| CObjective_BurgersControl< Real > | |
| CObjectiveFunctionTest08_1< Real > | |
| CObjectiveFunctionTest08_2< Real > | |
| CROL::AugmentedLagrangian_SimOpt< Real > | Provides the interface to evaluate the SimOpt augmented Lagrangian |
| CROL::CompositeObjective_SimOpt< Real > | Provides the interface to evaluate simulation-based composite objective functions |
| CROL::LinearCombinationObjective_SimOpt< Real > | |
| ►CROL::ParametrizedObjective_SimOpt< Real > | |
| CROL::ParametrizedCompositeObjective_SimOpt< Real > | |
| CROL::QuadraticPenalty_SimOpt< Real > | Provides the interface to evaluate the quadratic SimOpt constraint penalty |
| CROL::ObjectiveFromBoundConstraint< Real > | Create a penalty objective from upper and lower bound vectors |
| CROL::ObjectiveMMA< Real > | Provides the interface to to Method of Moving Asymptotes Objective function |
| ►CROL::ParametrizedObjective< Real > | |
| CROL::ParametrizedCompositeObjective< Real > | Provides the interface to evaluate parametrized composite objective functions |
| CROL::ParametrizedObjective_SimOpt< Real > | |
| CROL::ParametrizedStdObjective< Real > | Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's |
| CROL::Reduced_ParametrizedObjective_SimOpt< Real > | |
| CROL::PointwiseCDFObjective< Real > | |
| CROL::ProjectedObjective< Real > | |
| CROL::QuadraticObjective< Real > | Provides the interface to evaluate quadratic objective functions |
| CROL::QuadraticPenalty< Real > | Provides the interface to evaluate the quadratic constraint penalty |
| CROL::Reduced_Objective_SimOpt< Real > | |
| CROL::RiskAverseObjective< Real > | |
| CROL::RiskNeutralObjective< Real > | |
| CROL::SimulatedObjective< Real > | |
| CROL::SimulatedObjectiveCVaR< Real > | |
| CROL::SlacklessObjective< Real > | This class strips out the slack variables from objective evaluations to create the new objective \( F(x,s) = f(x) \) |
| ►CROL::StdObjective< Real > | Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's |
| CObjectiveFunctionTest06< Real > | |
| CObjectiveFunctionTest07_1< Real > | |
| CObjectiveFunctionTest07_2< Real > | |
| CObjectiveFunctionTest07_scalarize< Real > | |
| CObjectiveFunctionTest08_scalarize< Real > | |
| CROL::ParametrizedStdObjective< Real > | Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's |
| ►CROL::TrustRegionModel< Real > | Provides the interface to evaluate trust-region model functions |
| CROL::ColemanLiModel< Real > | Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm |
| CROL::KelleySachsModel< Real > | Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm |
| CROL::ZOO::Objective_Beale< Real > | Beale's function |
| CROL::ZOO::Objective_BVP< Real > | The discrete boundary value problem |
| CROL::ZOO::Objective_DiodeCircuit< Real > | The diode circuit problem |
| CROL::ZOO::Objective_FreudensteinRoth< Real > | Freudenstein and Roth's function |
| CROL::ZOO::Objective_HS1< Real > | W. Hock and K. Schittkowski 1st test function |
| CROL::ZOO::Objective_HS2< Real > | W. Hock and K. Schittkowski 2nd test function |
| CROL::ZOO::Objective_HS24< Real > | |
| CROL::ZOO::Objective_HS25< Real > | W. Hock and K. Schittkowski 25th test function |
| CROL::ZOO::Objective_HS29< Real > | |
| CROL::ZOO::Objective_HS3< Real > | W. Hock and K. Schittkowski 3rd test function |
| CROL::ZOO::Objective_HS32< Real > | |
| CROL::ZOO::Objective_HS38< Real > | W. Hock and K. Schittkowski 38th test function |
| CROL::ZOO::Objective_HS39< Real > | W. Hock and K. Schittkowski 39th test function |
| CROL::ZOO::Objective_HS4< Real > | W. Hock and K. Schittkowski 4th test function |
| CROL::ZOO::Objective_HS45< Real > | W. Hock and K. Schittkowski 45th test function |
| CROL::ZOO::Objective_HS5< Real > | W. Hock and K. Schittkowski 5th test function |
| CROL::ZOO::Objective_LeastSquares< Real > | Least squares function |
| CROL::ZOO::Objective_ParaboloidCircle< Real, XPrim, XDual > | Objective function: f(x,y) = x^2 + y^2 |
| CROL::ZOO::Objective_PoissonControl< Real > | Poisson distributed control |
| CROL::ZOO::Objective_PoissonInversion< Real > | Poisson material inversion |
| CROL::ZOO::Objective_Powell< Real > | Powell's badly scaled function |
| CROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual > | Rosenbrock's function |
| CROL::ZOO::Objective_SimpleEqConstrained< Real, XPrim, XDual > | Objective function: f(x) = exp(x1*x2*x3*x4*x5) + 0.5*(x1^3+x2^3+1)^2 |
| CROL::ZOO::Objective_SumOfSquares< Real > | Sum of squares function |
| CROL::ZOO::Objective_Zakharov< Real > | Zakharov function |
| CZakharov_Sacado_Objective< Real > | |
| ►CROL::OptimizationProblem< Real > | |
| CROL::StochasticProblem< Real > | |
| CROL::OptimizationSolver< Real > | Provides a simplified interface for solving a wide range of optimization problems |
| ►CROL::Parametrize< Real > | Provides the mix-in interface for making objects parametrized |
| CROL::ParametrizedEqualityConstraint< Real > | |
| CROL::ParametrizedObjective< Real > | |
| CROL::PenalizedObjective | Adds barrier term to generic objective |
| ►CROL::PositiveFunction< Real > | |
| CROL::AbsoluteValue< Real > | |
| CROL::PlusFunction< Real > | |
| CROL::PrimalDualInteriorPointReducedResidual | Reduced form of the Primal Dual Interior Point residual and the action of its Jacobian |
| CROL::removeSpecialCharacters | |
| ►CROL::RiskMeasure< Real > | Provides the interface to implement risk measures |
| CROL::BPOE< Real > | Provides the implementation of the buffered probability of exceedance |
| CROL::CoherentExpUtility< Real > | Provides the interface for the coherent entropic risk measure |
| CROL::ConvexCombinationRiskMeasure< Real > | Provides an interface for a convex combination of risk measures |
| CROL::CVaR< Real > | Provides an interface for a convex combination of the expected value and the conditional value-at-risk |
| ►CROL::ExpectationQuad< Real > | Provides a general interface for risk measures generated through the expectation risk quadrangle |
| CROL::GenMoreauYosidaCVaR< Real > | |
| CROL::LogExponentialQuadrangle< Real > | Provides an interface for the entropic risk using the expectation risk quadrangle |
| CROL::LogQuantileQuadrangle< Real > | Provides an interface for the conditioanl entropic risk using the expectation risk quadrangle |
| CROL::MeanVarianceQuadrangle< Real > | Provides an interface for the mean plus variance risk measure using the expectation risk quadrangle |
| CROL::MoreauYosidaCVaR< Real > | Provides an interface for a smooth approximation of the conditional value-at-risk |
| CROL::QuantileQuadrangle< Real > | Provides an interface for a convex combination of the expected value and the conditional value-at-risk using the expectation risk quadrangle |
| CROL::SmoothedWorstCaseQuadrangle< Real > | Provides an interface for a smoothed version of the worst-case scenario risk measure using the expectation risk quadrangle |
| CROL::TruncatedMeanQuadrangle< Real > | |
| CROL::ExpUtility< Real > | Provides an interface for the entropic risk |
| ►CROL::FDivergence< Real > | Provides a general interface for the F-divergence distributionally robust expectation |
| CROL::Chi2Divergence< Real > | Provides an interface for the chi-squared-divergence distributionally robust expectation |
| CROL::HMCR< Real > | Provides an interface for a convex combination of the expected value and the higher moment coherent risk measure |
| CROL::KLDivergence< Real > | Provides an interface for the Kullback-Leibler distributionally robust expectation |
| CROL::MeanDeviation< Real > | Provides an interface for the mean plus a sum of arbitrary order deviations |
| CROL::MeanDeviationFromTarget< Real > | Provides an interface for the mean plus a sum of arbitrary order deviations from targets |
| CROL::MeanVariance< Real > | Provides an interface for the mean plus a sum of arbitrary order variances |
| CROL::MeanVarianceFromTarget< Real > | Provides an interface for the mean plus a sum of arbitrary order variances from targets |
| CROL::MixedQuantileQuadrangle< Real > | Provides an interface for a convex combination of conditional value-at-risks |
| CROL::QuantileRadiusQuadrangle< Real > | |
| ►CROL::SpectralRisk< Real > | Provides an interface for spectral risk measures |
| CROL::ChebyshevKusuoka< Real > | Provides an interface for the Chebyshev-Kusuoka risk measure |
| CROL::SuperQuantileQuadrangle< Real > | Provides an interface for the risk measure associated with the super quantile quadrangle |
| ►CROL::SampleGenerator< Real > | |
| CROL::MonteCarloGenerator< Real > | |
| CROL::SROMGenerator< Real > | |
| CROL::UserInputGenerator< Real > | |
| ►CScalarFunction | |
| CROL::Brents< Real >::testFunction | |
| ►CScalarFunction | |
| CROL::ScalarMinimizationLineSearch< Real >::Phi | |
| ►CScalarMinimizationStatusTest | |
| CROL::ScalarMinimizationLineSearch< Real >::LineSearchStatusTest | |
| CROL::SchurComplement | Given a 2x2 block operator, perform the Schur reduction and return the decoupled system components |
| CROL::SecantState< Real > | |
| CROL::SimController< Real > | |
| ►CROL::StatusTest< Real > | Provides an interface to check status of optimization algorithms |
| CROL::BundleStatusTest< Real > | |
| CROL::ConstraintStatusTest< Real > | Provides an interface to check status of optimization algorithms for problems with equality constraints |
| CStatusTest_PDAS< Real > | |
| CROL::StatusTestFactory< Real > | |
| CROL::StdLinearOperatorFactory | Creates StdLinearOperator objects which wrap random matrices of the desired size and property |
| ►CROL::Step< Real > | Provides the interface to compute optimization steps |
| CROL::AugmentedLagrangianStep< Real > | Provides the interface to compute augmented Lagrangian steps |
| CROL::BundleStep< Real > | Provides the interface to compute bundle trust-region steps |
| CROL::CompositeStep< Real > | Implements the computation of optimization steps with composite-step trust-region methods |
| CROL::GradientStep< Real > | Provides the interface to compute optimization steps with the gradient descent method globalized using line search |
| CROL::InteriorPointStep< Real > | |
| CROL::LineSearchStep< Real > | Provides the interface to compute optimization steps with line search |
| CROL::MoreauYosidaPenaltyStep< Real > | Implements the computation of optimization steps using Moreau-Yosida regularized bound constraints |
| CROL::NewtonKrylovStep< Real > | Provides the interface to compute optimization steps with projected inexact Newton's method using line search |
| CROL::NewtonStep< Real > | Provides the interface to compute optimization steps with Newton's method globalized using line search |
| CROL::NonlinearCGStep< Real > | Provides the interface to compute optimization steps with nonlinear CG |
| CROL::PrimalDualActiveSetStep< Real > | Implements the computation of optimization steps with the Newton primal-dual active set method |
| CROL::PrimalDualSystemStep< Real > | Provides the interface to compute approximate solutions to 2x2 block systems arising from primal-dual interior point methods |
| CROL::ProjectedNewtonKrylovStep< Real > | Provides the interface to compute optimization steps with projected inexact ProjectedNewton's method using line search |
| CROL::ProjectedNewtonStep< Real > | Provides the interface to compute optimization steps with projected Newton's method using line search |
| CROL::ProjectedSecantStep< Real > | Provides the interface to compute optimization steps with projected secant method using line search |
| CROL::SecantStep< Real > | Provides the interface to compute optimization steps with a secant method |
| CROL::TrustRegionStep< Real > | Provides the interface to compute optimization steps with trust regions |
| CROL::StepFactory< Real > | |
| CROL::StepState< Real > | State for step class. Will be used for restarts |
| ►CROL::TrustRegion< Real > | Provides interface for and implements trust-region subproblem solvers |
| CROL::CauchyPoint< Real > | Provides interface for the Cauchy point trust-region subproblem solver |
| CROL::DogLeg< Real > | Provides interface for dog leg trust-region subproblem solver |
| CROL::DoubleDogLeg< Real > | Provides interface for the double dog leg trust-region subproblem solver |
| CROL::TruncatedCG< Real > | Provides interface for truncated CG trust-region subproblem solver |
| CROL::TypeCaster< Real, Element > | |
| CROL::TypeCaster< double, float > | |
| CROL::TypeCaster< Real, std::complex< Real > > | |
| ►CUnaryFunction | |
| CROL::InteriorPointPenalty< Real >::ModifiedLogarithm | |
| CROL::InteriorPointPenalty< Real >::ModifiedReciprocal | |
| ►CROL::Vector< Real > | Defines the linear algebra or vector space interface |
| CConDualStdVector< Real, Element > | |
| CConDualStdVector< Real, Element > | |
| CConStdVector< Real, Element > | |
| CConStdVector< Real, Element > | |
| CH1VectorDual< Real > | |
| CH1VectorDual< Real > | |
| CH1VectorDual< Real > | |
| CH1VectorDual< Real > | |
| CH1VectorDual< Real > | |
| CH1VectorPrimal< Real > | |
| CH1VectorPrimal< Real > | |
| CH1VectorPrimal< Real > | |
| CH1VectorPrimal< Real > | |
| CH1VectorPrimal< Real > | |
| CL2VectorDual< Real > | |
| CL2VectorDual< Real > | |
| CL2VectorDual< Real > | |
| CL2VectorDual< Real > | |
| CL2VectorDual< Real > | |
| CL2VectorPrimal< Real > | |
| CL2VectorPrimal< Real > | |
| CL2VectorPrimal< Real > | |
| CL2VectorPrimal< Real > | |
| CL2VectorPrimal< Real > | |
| COptDualStdVector< Real, Element > | |
| COptDualStdVector< Real, Element > | |
| COptDualStdVector< Real, Element > | |
| COptStdVector< Real, Element > | |
| COptStdVector< Real, Element > | |
| COptStdVector< Real, Element > | |
| CROL::CArrayVector< Real, Element > | Provides the C array implementation of the ROL::Vector interface for use with NumPy->C Array passing by pointer. This class in intended to be used with the Python ROL interface |
| ►CROL::ElementwiseVector< Real > | Intermediate abstract class which does not require users implements plus, set, scale, axpy, norm, dot, or zero if they implement the three elementwise functions: applyUnary, applyBinary, and reduce |
| CROL::RieszDualVector< Real > | |
| CROL::RieszPrimalVector< Real > | |
| CROL::PartitionedVector< Real > | Defines the linear algebra of vector space on a generic partitioned vector |
| CROL::ProfiledVector< Ordinal, Real > | By keeping a pointer to this in a derived Vector class, a tally of all methods is kept for profiling function calls |
| CROL::RiskVector< Real > | |
| ►CROL::SimulatedVector< Real > | Defines the linear algebra of a vector space on a generic partitioned vector where the individual vectors are distributed in batches defined by ROL::BatchManager. This is a batch-distributed version of ROL::PartitionedVector |
| CROL::DualSimulatedVector< Real > | |
| CROL::PrimalSimulatedVector< Real > | |
| CROL::SROMVector< Real > | Provides the std::vector implementation of the ROL::Vector interface |
| CROL::StdVector< Real, Element > | Provides the std::vector implementation of the ROL::Vector interface |
| CROL::Vector_SimOpt< Real > | Defines the linear algebra or vector space interface for simulation-based optimization |
| ►CROL::StdVector< Real > | |
| ►CROL::BatchStdVector< Real > | Provides the std::vector implementation of the ROL::Vector interface |
| ►CROL::AtomVector< Real > | Provides the std::vector implementation of the ROL::Vector interface |
| CROL::DualAtomVector< Real > | |
| CROL::PrimalAtomVector< Real > | |
| ►CROL::ProbabilityVector< Real > | Provides the std::vector implementation of the ROL::Vector interface |
| CROL::DualProbabilityVector< Real > | |
| CROL::PrimalProbabilityVector< Real > | |
| CROL::DualScaledStdVector< Real, Element > | Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::PrimalScaledStdVector |
| CROL::PrimalScaledStdVector< Real, Element > | Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::DualScaledStdVector |
| CROL::VectorFunctionCalls< Ordinal > | |
| CZakharov< Real > |
1.8.13